Exam 1 EECE 7251/8251

2 October, 2013
This exam is an open book, open note, exam. You may NOT receive help from another person either by direct contact or via electronic means (phone, text, email, chat, newsgroup, etc.). Each test response is to be the result of your efforts and yours alone. You may not work on these problems with each other or with any other person outside of class. Doing so will be considered a serious breach of academic integrity and will result in the severest penalties I can impose including, at the very least, a grade of F for the class. The only exception to this is that you can ask me questions concerning the exam either in person or by email. This test is to be posted to a Dropbox on e-courseware and is due on Monday, 7 October, 2013 at 11:59 PM. Please sign the certication of independent effort below and include it with your submission. I certify that all work done on this test was performed independently and that I had the help of no other person in answering the questions.

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exam 1 eece 7251 / 8251 h iT 1. The components of the random vector X = are X1 X2 h iT jointly normal with mean vector = 1 2 and covariance " # 1 r matrix C = 2 . Let the scalar Y = a T X where a = r 1 h iT and a1 and a2 are constants. Derive the PDF of Y . a1 a2 2. Assume under hypothesis H0 , the mean vector in problem 1 is zero and the correlation coefcient r = 0. Under hypothesis H1 the mean vector and correlation coefcient are non-zero. If the variance under both hypotheses is the same, derive a LRT based on the observed random variable Y . Assume minimum cost and equally likely a priori probabilities.

3. Using the assumptions in problems 1 and 2, derive the optimum value of the vector a that will produce the greatest separation between the observations of Y under the two hypotheses. 4. Generate 10,000 samples of the correlated random vector X under each of the two hypotheses described above. For hypothesis H1 h iT assume = 1 5 and r = 0.6. Let the variance under both hypotheses be 2 = 1. Make a scatter plot of each vector (X2 versus X1 ) using different colors for each hypothesis. Estimate the mean and covariance matrix under each hypothesis using all 10,000 data points and compare with the exact calculations.

5. Assume a measurement consists in collecting 100 independent random samples of the data vectors produced in problem 4. Project each sample generated in the measurement using a transh iT . Then use the parameters from probformation a = 1 1 lem 4 and the LRT generated in problem 2 to classify each measurement as belonging to either hypothesis H0 or H1 . Do equal numbers of each hypothesis and record the number hits and false alarms. Repeat this using the optimum projection calculated in problem 3 using the ideal mean and covariance (problem 3). Repeat again using the estimated mean and covariance. Report the hit and false alarm rate for each case.